-54.3%
S vs KMX
-53.4%
-0.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -0.5% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | -9.2% | +4.1% | -13.3% | -11.0% |
| 3M | +23.4% | +27.5% | -4.2% | +9.4% |
| 6M | +36.9% | +43.6% | -6.6% | +12.8% |
| YTD | +29.5% | +56.8% | -27.2% | +1.2% |
| 1Y | +5.4% | -1.3% | +6.7% | -0.1% |
| 3Y | +14.7% | -25.4% | +40.1% | +20.3% |
| 5Y | -71.5% | -53.9% | -17.6% | -60.9% |
| All | -54.3% | -53.4% | -0.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling